Package 'factorweave'
| Title: |
Factor Weave Quant-Factor Data API Client |
| Description: |
R client for the Factor Weave quant-factor data API
(<https://factorweave.com/>). Daily factor scores, vector
similarity search, leak-free forward-return labels, and derived
market analytics (factor dispersion, regime, risk-cluster tags,
32-D embeddings) for ~12,000 US-listed tickers. Factor Weave is
a research substrate: factor similarity does not forecast
returns (cross-sectional information coefficient is
statistically zero on a leak-free test); only risk-coherence
shows a meaningful signal. |
| Authors: |
Factor Weave [aut, cre] |
| Maintainer: |
Factor Weave <[email protected]> |
| License: |
MIT + file LICENSE |
| Version: |
0.1.0 |
| Built: |
2026-06-05 03:00:15 UTC |
| Source: |
https://github.com/Blazing-Customs/factorweave-tools |
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